Anic Equity¶

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Total return since start: 0.713 %¶

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Equity now: -----------------------------> 52317.78 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45982.75 Kr¶

PnL: ---------------------------------------> -770.25 Kr¶

DD now: ---------------------------------> -1.511 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 10:26:35.495565'

Anic Portfolio¶

Today¶

Return: 0.003 %¶

This Week¶

Return: 0.003 %¶

Total portfolio value¶

Return including deposits: 71.275 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 2.430000 2321.000000 132.000000 6.030000 2189.000000
BHG Group 49 -2.040000 682.570000 43.570000 6.820000 638.999984
Embracer Group B 26 3.820000 699.790000 37.790000 5.710000 661.999988
Vitrolife 3 3.640000 700.200000 23.200000 3.430000 677.000001
Biotage 4 0.580000 622.000000 19.000000 3.150000 603.000000
Indutrade 5 2.140000 1338.500000 18.500000 1.400000 1320.000000
Addtech B 3 1.960000 717.000000 17.000000 2.430000 699.999999
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addnode Group B 6 2.320000 766.800000 14.800000 1.970000 751.999998
Sedana Medical 135 -1.950000 4344.300000 13.300000 0.310000 4330.999935
SynAct Pharma 9 -2.400000 657.900000 12.900000 2.000000 645.000003
Sdiptech B 3 0.580000 834.000000 12.000000 1.460000 822.000000
Xvivo Perfusion 3 -0.180000 855.000000 10.000000 1.180000 845.000001
Nolato B 12 -0.270000 656.400000 8.400000 1.300000 648.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
Latour B 2 1.790000 454.000000 5.000000 1.110000 449.000000
NCC B 7 -0.210000 657.300000 3.300000 0.500000 653.999997
Fortnox 10 3.490000 669.600000 1.600000 0.240000 668.000000
Profoto Holding 7 0.000000 581.000000 -1.000000 -0.170000 581.999999
NCC A 6 1.630000 597.600000 -1.400000 -0.230000 598.999998
Lime Technologies 2 -1.180000 587.000000 -6.000000 -1.010000 593.000000
Sampo Oyj SDB 1 -0.900000 497.500000 -7.500000 -1.490000 505.000000
Volati 5 -4.550000 566.000000 -8.000000 -1.390000 574.000000
Investor B 3 0.630000 649.650000 -8.350000 -1.270000 657.999999
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Balco Group 39 0.000000 1860.300000 -14.700000 -0.780000 1874.999997
Humana 40 0.000000 643.200000 -30.800000 -4.570000 674.000000
Lundin Gold 7 1.080000 919.800000 -54.200000 -5.560000 973.999999
Ambea 68 0.940000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 1.030000 547.400000 -63.600000 -10.410000 610.999998
Investor A 16 0.460000 3472.000000 -73.000000 -2.060000 3545.000000
New Wave B 40 0.210000 3826.800000 -89.200000 -2.280000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45972.410000 -780.590000 -1.52909% 46752.999863

Updated:¶

'2023-06-13 10:25:48.962396'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶